Computing, Telecommunications and Control
Computing, Telecommunications and Control Peter the Great St. Petersburg Polytechnic University
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ISSN 2687-0517
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  • №4 December 2024
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  • №2 June 2025
  • №3 September 2025

Articles by keywords "GIRSANOV THEOREM"

The parallel algorithm of the fair price calculating for the european option

Mathematical Modelling: Methods, algorithms, technologies
Danilova N.V. Shteinberg B.Ya. Fomenko L.N.
  • Year: 2011
  • Issue: 3
  • 0
  • 5799
  • Pages: 115-118

The fair price calculation for the (B,S)-market model with dividends

Mathematical Modelling: Methods, algorithms, technologies
Danilova N.V. Grober T.A.
  • Year: 2013
  • Issue: 2
  • 564
  • 6796
  • Pages: 86-90